Sfoglia per Autore  Biagini, Sara

Mostrati risultati da 1 a 20 di 21
Titolo Data di pubblicazione Autore(i) File
On the super replication price of unbounded claims 2004 Biagini, Sara; Marco, Frittelli
Utility maximization in incomplete markets for unbounded processes 2005 Biagini, Sara; Marco, Frittelli
Model-Free Representation of Pricing Rules as Conditional Expectations 2007 Biagini, Sara; Rama, Cont
The supermartingale property of the optimal wealth process for general semimartingales 2007 Biagini, Sara; Marco, Frittelli
An Orlicz Spaces Duality for Utility Maximization in Incomplete Markets 2008 Biagini, Sara
A Unified Framework for Utility Maximization Problems: an Orlicz Space Approach 2008 Biagini, Sara; Frittelli, M.
On the extension of the Namioka-Klee theorem and on the Fatou property for Risk Measures 2009 Biagini, Sara; Frittelli, M.
Expected utility maximization: the dual approach 2010 Biagini, Sara
Relaxed Utility Maximization in Complete Markets 2011 Biagini, Sara; Guasoni, P.
Indifference price with general semimartingales 2011 Biagini, Sara; Marco, Frittelli; Matheus, Grasselli
Admissible strategies in semimartingale portfolio selection 2011 Biagini, Sara; Cerny, Ales
A note on investment opportunities when the credit line is infinite 2012 Biagini, Sara; Sirbu, Mihai
The best gain-loss ratio is a poor performance measure 2013 Biagini, Sara; Pinar, M.
Dynamic quasi concave performance measures 2014 Biagini, Sara; Jocelyne Bion, Nadal
Robust fundamental theorem for continuous processes 2017 Biagini, Sara; Bouchard, Bruno; Kardaras, Constantinos; Nutz, Marcel
The robust Merton problem of an ambiguity averse investor 2017 Biagini, Sara; Pınar, Mustafa Ç.
Duality and Optimality Conditions in Stochastic Optimization and Mathematical Finance 2018 Biagini, Sara; Pennanen, Teemu; Perkio, Ari Pekka
Convex duality and Orlicz spaces in expected utility maximization 2020 Biagini, Sara; Cerny, Ales
Robust portfolio choice with sticky wages 2022 Biagini, Sara; Gozzi, Fausto; Zanella, Margherita
Optimal dynamic regulation of carbon emissions market 2023 Aid, René; Biagini, Sara
Mostrati risultati da 1 a 20 di 21
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